+11.2%
MCD vs AMC
-72.0%
+83.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.5% | +11.7% | -0.7% |
| 7D | +8.0% | 0.0% | +8.0% | +8.0% |
| 30D | +19.6% | +4.4% | +15.2% | +19.6% |
| 3M | +2.2% | +15.4% | -13.2% | +2.1% |
| 6M | -1.1% | +93.7% | -94.9% | -1.7% |
| YTD | -7.2% | +97.4% | -104.7% | -7.8% |
| 1Y | -6.7% | +23.2% | -29.9% | -7.1% |
| All | +11.2% | -72.0% | +83.2% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling